-5.1%
COF vs NCLH
-8.8%
+3.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -2.9% |
| 7D | +0.7% | +15.8% | -15.1% | -3.4% |
| 30D | +5.7% | +25.1% | -19.4% | -0.8% |
| 3M | -6.7% | -7.3% | +0.6% | -5.3% |
| 6M | +9.5% | +8.1% | +1.3% | +6.0% |
| YTD | -13.9% | -16.7% | +2.8% | -12.2% |
| 1Y | -5.1% | -1.0% | -4.0% | -10.5% |
| All | -5.1% | -8.8% | +3.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling